Report NEP-ORE-2021-08-23

This is the archive for NEP-ORE, a report on new working papers in the area of Operations Research. Walter Frisch issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ORE

The following items were announced in this report:

• Dante Amengual & Gabriele Fiorentini & Enrique Sentana, 2021, "Multivariate Hermite polynomials and information matrix tests," Working Papers, CEMFI, number wp2021_2103, May.
• M. Hashem Pesaran & Yimeng Xie, 2021, "A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors," CESifo Working Paper Series, CESifo, number 9234.
• Pawel Polak & Urban Ulrych, 2021, "Dynamic Currency Hedging with Ambiguity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-60, Aug.
• Patrick M. Kline & Evan K. Rose & Christopher R. Walters, 2021, "Systemic Discrimination Among Large U.S. Employers," NBER Working Papers, National Bureau of Economic Research, Inc, number 29053, Jul.
• Afees A. Salisu & Taofeek O. Ayinde & Rangan Gupta & Mark E. Wohar, 2021, "Global Evidence of the COVID-19 Shock on Real Equity Prices and Real Exchange Rates: A Counterfactual Analysis with a Threshold-Augmented GVAR Model," Working Papers, University of Pretoria, Department of Economics, number 202154, Aug.
• Rui (Aruhan) Shi, 2021, "Learning from Zero: How to Make Consumption-Saving Decisions in a Stochastic Environment with an AI Algorithm," CESifo Working Paper Series, CESifo, number 9255.
• Sakae Oya & Teruo Nakatsuma, 2021, "Identification in Bayesian Estimation of the Skewness Matrix in a Multivariate Skew-Elliptical Distribution," Papers, arXiv.org, number 2108.04019, Aug.
• Xu, Yongsheng & Yoshihara, Naoki, 2021, "Bargaining theory over opportunity assignments and the egalitarian solution," Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number 725, Aug.
• David S. Lee & Justin McCrary & Marcelo J. Moreira & Jack R. Porter, 2021, "Valid t-ratio Inference for IV," NBER Working Papers, National Bureau of Economic Research, Inc, number 29124, Aug.
• Dante Amengual & Xinyue Bei & Enrique Sentana, 2021, "Normal but Skewed?," Working Papers, CEMFI, number wp2021_2104, May.
• Wheatcroft, Edward, 2021, "Forecasting football matches by predicting match statistics," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111495, Aug.
• Nicolas Debarsy & James Lesage, 2022, "Bayesian Model Averaging for Spatial Autoregressive Models Based on Convex Combinations of Different Types of Connectivity Matrices," Post-Print, HAL, number hal-03046651, DOI: 10.1080/07350015.2020.1840993.
• Sacchetto, Camilla & Logan, Sarah, 2021, "Scaling energy investments in fragile states," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111557, Feb.
• Kenwin Maung, 2021, "Estimating high-dimensional Markov-switching VARs," Papers, arXiv.org, number 2107.12552, Jul.
• Petropoulou, Maria & Salanti, Georgia & Rücker, Gerta & Schwarzer, Guido & Moustaki, Irini & Mavridis, Dimitris, 2021, "A forward search algorithm for detecting extreme study effects in network meta-analysis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 110954, Nov.
• Robert Kollmann, 2021, "Household Consumption Heterogeneity and the Real Exchange Rate," Working Papers ECARES, ULB -- Universite Libre de Bruxelles, number 2021-14, Aug.
• Gapeev, Pavel V., 2020, "Optimal stopping problems for running minima with positive discounting rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 105849, Dec.
• Bastian Schäfer & Yuanhua Feng, 2021, "Fast Computation and Bandwidth Selection Algorithms for Smoothing Functional Time Series," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 143, Aug.
• Keith M. Drake & Robert He & Thomas McGuire & Alice K. Ndikumana, 2021, "No Free Launch: At-Risk Entry by Generic Drug Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 29131, Aug.
• Sacchetto, Camilla & Stern, Nicholas & Taylor, Charlotte, 2020, "Priorities for renewable energy investment in fragile states," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111549, Nov.
• Jing Tian & Jan P.A.M. Jacobs & Denise R. Osborn, 2021, "Multivariate decompositions and seasonal gender employment," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-72, Aug.
• Jinyuan Chang & Zhentao Shi & Jia Zhang, 2021, "Culling the herd of moments with penalized empirical likelihood," Papers, arXiv.org, number 2108.03382, Aug, revised May 2022.
• Can Urgun & Leeat Yariv, 2021, "Retrospective Search: Exploration and Ambition on Uncharted Terrain," NBER Working Papers, National Bureau of Economic Research, Inc, number 29127, Aug.
• Xiaohong Chen & Timothy Christensen & Sid Kankanala, 2021, "Adaptive Estimation and Uniform Confidence Bands for Nonparametric Structural Functions and Elasticities," Papers, arXiv.org, number 2107.11869, Jul, revised Jan 2024.
• Ben Boukai, 2021, "The Generalized Gamma distribution as a useful RND under Heston's stochastic volatility model," Papers, arXiv.org, number 2108.07937, Aug, revised Aug 2021.
• Giancarlo Corsetti & Anna Lipínska & Giovanni Lombardo, 2021, "Sharing asymmetric tail risk smoothing, asset pricing and terms of trade," BIS Working Papers, Bank for International Settlements, number 958, Aug.
• Ian Ball & Jose-Antonio Espin-Sanchez, 2021, "Experimental Persuasion," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2298, Aug.
• Ivan Jericevich & Patrick Chang & Tim Gebbie, 2021, "Simulation and estimation of an agent-based market-model with a matching engine," Papers, arXiv.org, number 2108.07806, Aug, revised Aug 2021.
• Azacis, Helmuts & Vida, Peter, 2021, "Fighting Collusion: An Implementation Theory Approach," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/19, Aug.
• Mikkel Plagborg-Møller & Christian K. Wolf, 2021, "Instrumental Variable Identification of Dynamic Variance Decompositions," NBER Working Papers, National Bureau of Economic Research, Inc, number 29044, Jul.
• Hanno Reuvers & Etienne Wijler, 2021, "Sparse Generalized Yule-Walker Estimation for Large Spatio-temporal Autoregressions with an Application to NO2 Satellite Data," Papers, arXiv.org, number 2108.02864, Aug, revised Dec 2021.
• Dirk Bergemann & Edmund Yeh & Jinkun Zhang, 2021, "Nonlinear Pricing with Finite Information," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2297, Aug.
• Yuanhua Feng & Bastian Schäfer, 2021, "Boundary modification in local polynomial regression," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 144, Aug.
• Philip C. Solimine & R. Mark Isaac, 2021, "Reputation and Market Structure in Experimental Platforms," Working Papers, Department of Economics, Florida State University, number wp2021_08_01, Aug.
• Eduardo Dávila & Ansgar Walther, 2021, "Corrective Regulation with Imperfect Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2295, Aug.
• Logan, Sarah & Isaac, Chris, 2021, "AgDevCo in Malawi: a case study of the higher costs and impact of investing in challenging contexts," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111561, Mar.
• Imane El Ouadghiri & Remzi Uctum, 2020, "Macroeconomic expectations and time varying heterogeneity: Evidence from individual survey data," Post-Print, HAL, number hal-03319091, DOI: 10.1080/00036846.2019.1691713.
• Ulrike Malmendier, 2021, "Experience Effects in Finance: Foundations, Applications, and Future Directions," NBER Working Papers, National Bureau of Economic Research, Inc, number 29074, Jul.
• Jan Matas & Jan Posp'iv{s}il, 2021, "Robustness and sensitivity analyses for rough Volterra stochastic volatility models," Papers, arXiv.org, number 2107.12462, Jul, revised Jun 2023.
• Lukas Menkhoff & Carsten Schröder, 2021, "Risky Asset Holdings during Covid-19 and Their Distributional Impact: Evidence from Germany," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1962.
• Mikhail Chernov & Lars A. Lochstoer & Dongho Song, 2021, "The Real Channel for Nominal Bond-Stock Puzzles," NBER Working Papers, National Bureau of Economic Research, Inc, number 29085, Jul.
• Charles I. Jones, 2021, "The Past and Future of Economic Growth: A Semi-Endogenous Perspective," NBER Working Papers, National Bureau of Economic Research, Inc, number 29126, Aug.
• Thomas Bouquet & Mehdi Hmyene & Franc{c}ois Porcher & Lorenzo Pugliese & Jad Zeroual, 2021, "Approximating Optimal Asset Allocations using Simulated Bifurcation," Papers, arXiv.org, number 2108.03092, Aug, revised Dec 2021.
• Muhammed Taher Al-Mudafer & Benjamin Avanzi & Greg Taylor & Bernard Wong, 2021, "Stochastic loss reserving with mixture density neural networks," Papers, arXiv.org, number 2108.07924, Aug.
• Ji, Yueting & Huang, Qianyao & Liu, Haiyang & Phillips, Caleb, 2021, "Weight bias 2.0: the effect of perceived weight change on performance evaluation and the moderating role of anti-fat bias," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111589, Jul.
• Gauti B. Eggertsson & Cosimo Petracchi, 2021, "Mr. Keynes and the “Classics”; A Suggested Reinterpretation," NBER Working Papers, National Bureau of Economic Research, Inc, number 29158, Aug.
• Albert Link & Dora Gicheva, 2021, "Public Sector Entrepreneurship, Politics, and Innovation," UNCG Economics Working Papers, University of North Carolina at Greensboro, Department of Economics, number 21-6, Aug.
• Lee G. Branstetter & Jong-Rong Chen & Britta Glennon & Nikolas Zolas, 2021, "Does Offshoring Production Reduce Innovation: Firm-Level Evidence from Taiwan," NBER Working Papers, National Bureau of Economic Research, Inc, number 29117, Aug.
• Philipp F. M. Baumann & Enzo Rossi & Alexander Volkmann, 2021, "What drives inflation and how? Evidence from additive mixed models selected by cAIC," Working Papers, Swiss National Bank, number 2021-12.
• Ryosuke Sakai & Shigehiro Serizawa, 2021, "A Characterization of Minimum Price Walrasian Rule in Object Allocation Problem for an Arbitrary Number of Objects," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1134, Jun.
• Bloem, Jeffrey R. & Oswald, Andrew J., 2021, "The Analysis of Human Feelings: A Practical Suggestion for a Robustness Test," IZA Discussion Papers, IZA Network @ LISER, number 14632, Aug.
• Vimal Balasubramaniam & John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2021, "Who Owns What? A Factor Model for Direct Stock Holding," NBER Working Papers, National Bureau of Economic Research, Inc, number 29065, Jul.
• Miqdad Asaria & Joan Costa-i-Font & Frank Cowell, 2021, "How Does Exposure to Covid-19 Influence Health and Income Inequality Aversion?," CESifo Working Paper Series, CESifo, number 9250.
• Michael Keane & Timothy Neal, 2021, "A New Perspective on Weak Instruments," Discussion Papers, School of Economics, The University of New South Wales, number 2021-05a, Jun.
• Stefania Bortolotti & Felix Kölle & Lukas Wenner, 2021, "On the Persistence of Dishonesty," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 111, Aug.
• Khaski, Ignacio, 2020, "La utilización de los indicadores de gestión en el sector público: el caso de la agencia de recaudación municipal," Nülan. Deposited Documents, Universidad Nacional de Mar del Plata, Facultad de Ciencias Económicas y Sociales, Centro de Documentación, number 3543, Sep.
• Serena Ng, 2021, "Modeling Macroeconomic Variations after Covid-19," NBER Working Papers, National Bureau of Economic Research, Inc, number 29060, Jul.

Report NEP-ORE-2021-08-23

This is the archive for NEP-ORE, a report on new working papers in the area of Operations Research. Walter Frisch issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-ORE

The following items were announced in this report: